+726.4%
FSLR vs ALL
+558.5%
+167.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -13.7% | -1.5% | -12.2% | -13.2% |
| 3M | -35.1% | +23.6% | -58.7% | -42.5% |
| 6M | +3.6% | +22.3% | -18.7% | -8.3% |
| YTD | -21.7% | +26.5% | -48.3% | -32.3% |
| 1Y | +1.3% | +27.0% | -25.7% | -13.2% |
| 3Y | +9.7% | +149.6% | -139.9% | -37.3% |
| 5Y | +117.4% | +118.1% | -0.7% | +27.2% |
| 10Y | +435.5% | +369.0% | +66.5% | +89.3% |
| All | +726.4% | +558.5% | +167.9% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling